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博弈论是使用严谨的数学模型研究冲突对抗条件下最优决策问题的工具,而模糊理论在投资组合中有很好的应用背景。在模糊理论和博弈论的基础上研究更完善的投资组合模型是当前经济研究的热点。本文通过模型理论分析,推出新型的模糊环境下的极小极大模型。实证研究结果表明,与传统模型相比,新模型具有良好的可操作性和实用价值,它是效用与稳定的协调优化者,为投资组合构造提供了新的、更有价值的思路和依据。
Game theory is a rigorous mathematical model to study the optimal decision-making under conflict confrontation. The fuzzy theory has a good application background in the investment portfolio. Based on fuzzy theory and game theory, studying more perfect investment portfolio model is the hot point of current economic research. Through the analysis of model theory, this paper introduces a new type of minimax model in fuzzy environment. The empirical results show that compared with the traditional model, the new model has good operability and practical value. It is a coordinator and optimization of utility and stability, which provides new and valuable ideas and basis for portfolio construction.